EDHEC-Risk Efficient Equity Indices
The FTSE EDHEC-Risk Efficient Index Series aims to capture equity market returns with an improved risk/reward efficiency compared to cap-weighted indices. The weighting of the portfolio of constituents achieves the highest possible return-to-risk efficiency by maximising the Sharpe ratio.
Further information is available at:
http://www.ftse.com/Indices/FTSE_EDHEC_Risk_Index_Series/index.jsp.


